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Risk information, investor learning, and informational feedback
16 references·0 citing·35 second hop
Risk information, investor learning, and informational feedback (2022)Risk information, investor learning, and …The Real Effects of Financial Markets (2012)The Real Effects of Financial…When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)When Is a Liability Not a Lia…The Information Content of Mandatory Risk Factor Disclosures in Corporate Filings (2010)The Information Content of Ma…Information Acquisition and Under-Diversification (2009)Information Acquisition and U…Accounting Information, Disclosure, and the Cost of Capital (2007)Accounting Information, Discl…Do Insiders Learn from Outsiders? Evidence from Mergers and Acquisitions (2005)Do Insiders Learn from Outsid…The Economic Consequences of Increased Disclosure (2000)The Economic Consequences of …Stock Market Efficiency and Economic Efficiency: Is There a Connection? (1997)Stock Market Efficiency and E…Security Analysis and Trading Patterns When Some Investors Receive Information Before Others (1994)Security Analysis and Trading…Market liquidity and volume around earnings announcements (1994)Market liquidity and volume a…Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis (1993)Spreads, Depths, and the Impa…Disclosure, Liquidity, and the Cost of Capital (1991)Disclosure, Liquidity, and th…Optimal Release of Information By Firms (1985)Optimal Release of Informatio…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)Inferring Trade Direction from Intraday Data (1991)Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information (1999)Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk (2005)The Role of Dissemination in Market Liquidity: Evidence from Firms' Use of Twitter™ (2013)INFORMATIONAL ASYMMETRIES, FINANCIAL STRUCTURE, AND FINANCIAL INTERMEDIATION (1977)The Determination of Financial Structure: The Incentive-Signalling Approach (1977)Corporate financing and investment decisions when firms have information that investors do not have (1984)Analyst Coverage and Intangible Assets (2001)Information and the Cost of Capital (2004)Disclosure processing costs, investors’ information choice, and equity market outcomes: A review (2020)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Disappearing dividends: changing firm characteristics or lower propensity to pay? (2001)In Search of Attention (2011)Text as Data: The Promise and Pitfalls of Automatic Content Analysis Methods for Political Texts (2013)Textual Analysis in Accounting and Finance: A Survey (2016)Cross-Sectional Determinants of Analyst Ratings of Corporate Disclosures (1993)Disclosure level and the cost of equity capital. (1997)How does financial reporting quality relate to investment efficiency? (2009)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Legal Determinants of External Finance (1997)Understanding earnings quality: A review of the proxies, their determinants and their consequences (2010)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)Disclosure Policy, Information Asymmetry, and Liquidity in Equity Markets* (1995)Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects (2018)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)The economic implications of corporate financial reporting (2005)Voluntary Nonfinancial Disclosure and the Cost of Equity Capital: The Initiation of Corporate Social Responsibility Reporting (2010)
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References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 2011When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks6,003 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1991Disclosure, Liquidity, and the Cost of Capital3,828 cited
  • 2007Accounting Information, Disclosure, and the Cost of Capital2,582 cited
  • 2000The Economic Consequences of Increased Disclosure2,369 cited
  • 1994Market liquidity and volume around earnings announcements1,786 cited
  • 1985Optimal Release of Information By Firms1,105 cited
  • 1993Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis979 cited
  • 2010The Information Content of Mandatory Risk Factor Disclosures in Corporate Filings922 cited
  • 2012The Real Effects of Financial Markets899 cited
  • 1994Security Analysis and Trading Patterns When Some Investors Receive Information Before Others724 cited
  • 2005Do Insiders Learn from Outsiders? Evidence from Mergers and Acquisitions702 cited
  • 2009Information Acquisition and Under-Diversification

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663 cited
  • 1997Stock Market Efficiency and Economic Efficiency: Is There a Connection?634 cited
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